+282.9%
SMH vs ITW
+20.2%
+262.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | +0.3% | -0.7% | +1.0% | +0.6% |
| 30D | -2.8% | -8.3% | +5.5% | +1.8% |
| 3M | -6.7% | +6.0% | -12.7% | -10.7% |
| 6M | +41.8% | 0.0% | +41.8% | +40.1% |
| YTD | +57.9% | +10.2% | +47.6% | +46.5% |
| 1Y | +87.6% | +3.2% | +84.4% | +81.2% |
| 3Y | +282.9% | +21.0% | +262.0% | +220.9% |
| All | +282.9% | +20.2% | +262.7% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ITW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling